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ASX 3, 10 and 20 Year Bond Series

 

March 2016

The basket stocks to underlie the March 2016 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year and 10 Year Treasury Bond contracts will be listed on Tuesday 15 September 2015, with futures and options to be listed at the start of the evening ASX Trade24 session at 5:10pm.

The series for the 20 Year Treasury Bond Futures will be listed at 8:32am on Monday 21 September 2015.

ASX 3 Year Bond Contract
3.25% October 2018
5.25% March 2019
2.75% October 2019
4.50% April 2020
ASX 10 Year Bond Contract
3.25% April 2025
4.25% April 2026
4.75% April 2027
ASX 20 Year Bond Contract
4.50% April 2033
2.75% June 2035
3.75% April 2037

The underlying stocks for the 3 Year Treasury Bond futures contract has changed with the removal of the 5.50% January 2018 series and addition of the 4.50% April 2020 series.

The underlying stocks for the 10 Year Treasury Bond futures contract has also changed with the removal of the 2.75% April 2024 series.

June 2016

The basket stocks to underlie the June 2016 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year, 10 Year and 20 Year Treasury Bond contracts will be listed on Tuesday 15 December 2015, with futures and options to be listed at the start of the evening ASX Trade24 session at 5:10pm.

ASX 3 Year Bond Contract
3.25% October 2018
5.25% March 2019
2.75% October 2019
4.50% April 2020
ASX 10 Year Bond Contract
3.25% April 2025
4.25% April 2026
4.75% April 2027
ASX 20 Year Bond Contract
4.50% April 2033
2.75% June 2035
3.75% April 2037
3.25% June 2039

The underlying stocks for both the 3 Year and 10 Year Treasury Bond futures contracts remain unchanged.

The underlying stocks for the 20 Year Treasury Bond futures contract has changed with the inclusion of the 3.25%June 2039 series.

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